WorldCat Identities

Föllmer, Hans

Overview
Works: 59 works in 126 publications in 3 languages and 1,142 library holdings
Genres: Conference proceedings 
Roles: Editor
Classifications: HG176.5, 332.01519232
Publication Timeline
Key
Publications about  Hans Föllmer Publications about Hans Föllmer
Publications by  Hans Föllmer Publications by Hans Föllmer
Most widely held works by Hans Föllmer
Stochastic finance an introduction in discrete time by Hans Föllmer ( Book )
36 editions published between 2002 and 2011 in English and held by 881 WorldCat member libraries worldwide
This is the third, revised and extended edition of the classical introduction to the mathematics of finance, based on stochastic models in discrete time. In the first part of the book simple one-period models are studied, in the second part the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Due to the strong appeal and wide use of this book, it is now available as a textbook with exercises. It will be of value for a broad community of students and researchers. It may serve as basis for graduate courses and be also interesting for those who work in the fin
Stochastic processes and related topics ( Book )
4 editions published in 1996 in English and held by 64 WorldCat member libraries worldwide
Feine Topologie am Martinrand eines Standardprozesses by Hans Föllmer ( Book )
4 editions published in 1968 in German and held by 23 WorldCat member libraries worldwide
Chemistry and mathematics: two scientific languages of the 21st century : Leopoldina-Symposium [Göttingen, October 11 to 13, 2001] by Leopoldina Symposium ( Book )
3 editions published in 2003 in English and held by 22 WorldCat member libraries worldwide
École d'Été de Probabilités de Saint-Flour XV-XVII, 1985-87 ( )
1 edition published in 1988 in English and held by 22 WorldCat member libraries worldwide
Chemistry and mathematics: Two Scientific Languages of the 21st Century : Leopoldina-Symposium ; Göttingen October 11 to 13, 2001 ; with 2 tables ( Book )
2 editions published in 2003 in English and held by 22 WorldCat member libraries worldwide
Ecole d'été de probabilités de Saint-Flour XV-XVII, 1985-87 by Persi Diaconis ( Book )
2 editions published in 1988 in French and English and held by 12 WorldCat member libraries worldwide
This volume contains detailed, worked-out notes of six main courses given at the Saint-Flour Summer Schools from 1985 to 1987
Beiträge zur Theorie der stochastischen Prozesse by Hans Föllmer ( Book )
4 editions published in 1972 in German and held by 8 WorldCat member libraries worldwide
On Schrödinger processes in infinite dimensions by Hans Föllmer ( Book )
2 editions published in 1995 in English and held by 6 WorldCat member libraries worldwide
Hedging of non-redundant contingent claims by Hans Föllmer ( Book )
4 editions published between 1985 and 1987 in English and German and held by 5 WorldCat member libraries worldwide
Stock price fluctuation as a diffusion in a random environment by Hans Föllmer ( Book )
3 editions published in 1993 in English and German and held by 5 WorldCat member libraries worldwide
A microeconomic approach to diffusion models for stock prices by Hans Föllmer ( Book )
3 editions published in 1992 in English and held by 5 WorldCat member libraries worldwide
Probabilistic aspects of options by Hans Föllmer ( Book )
3 editions published in 1991 in German and English and held by 4 WorldCat member libraries worldwide
The financial crisis and the systemic failure of academic economics ( )
2 editions published in 2009 in English and held by 4 WorldCat member libraries worldwide
The economics profession appears to have been unaware of the long build-up to the current worldwide financial crisis and to have significantly underestimated its dimensions once it started to unfold. In our view, this lack of understanding is due to a misallocation of research efforts in economics. We trace the deeper roots of this failure to the profession's insistence on constructing models that, by design, disregard the key elements driving outcomes in real-world markets. The economics profession has failed in communicating the limitations, weaknesses, and even dangers of its preferred models to the public. This state of affairs makes clear the need for a major reorientation of focus in the research economists undertake, as well as for the establishment of an ethical code that would ask economists to understand and communicate the limitations and potential misuses of their models. -- Financial crisis ; academic moral hazard ; ethic responsibility of researchers
Hedging of contingent claims under incomplete information by Hans Föllmer ( Book )
2 editions published in 1990 in German and English and held by 3 WorldCat member libraries worldwide
Convex measures of risk and trading constraints by Hans Föllmer ( Book )
1 edition published in 2001 in English and held by 3 WorldCat member libraries worldwide
On Itô's formula for multidimensional Brownian motion by Hans Föllmer ( Book )
1 edition published in 2001 in English and held by 3 WorldCat member libraries worldwide
Chemistry and mathematics : two scientific languages of the 21st century : Leopoldina Symposium, Göttingen, October 11-13, 2001 ( Book )
3 editions published in 2003 in English and held by 3 WorldCat member libraries worldwide
Efficient hedging cost versus shortfall risk by Hans Föllmer ( Book )
1 edition published in 1999 in English and held by 3 WorldCat member libraries worldwide
A conditional approach to the anticipating Girsanov transformation by Rainer Buckdahn ( Book )
2 editions published in 1992 in German and English and held by 2 WorldCat member libraries worldwide
 
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Audience Level
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  Kids General Special  
Audience level: 0.68 (from 0.27 for Beiträge ... to 0.88 for Stochastic ...)
Alternative Names
Föllmer, H. 1941-
Follmer, Hans
Languages
English (68)
German (14)
French (1)
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